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$$\ell _2$$ ℓ 2 -penalized approximate likelihood inference in logit mixed models for regional prevalence estimation under covariate rank-deficiency

Author

Listed:
  • Joscha Krause

    (Trier University)

  • Jan Pablo Burgard

    (Trier University)

  • Domingo Morales

    (University Miguel Hernández de Elche)

Abstract

Regional prevalence estimation requires the use of suitable statistical methods on epidemiologic data with substantial local detail. Small area estimation with medical treatment records as covariates marks a promising combination for this purpose. However, medical routine data often has strong internal correlation due to diagnosis-related grouping in the records. Depending on the strength of the correlation, the space spanned by the covariates can become rank-deficient. In this case, prevalence estimates suffer from unacceptable uncertainty as the individual contributions of the covariates to the model cannot be identified properly. We propose an area-level logit mixed model for regional prevalence estimation with a new fitting algorithm to solve this problem. We extend the Laplace approximation to the log-likelihood by an $$\ell _2$$ ℓ 2 -penalty in order to stabilize the estimation process in the presence of covariate rank-deficiency. Empirical best predictors under the model and a parametric bootstrap for mean squared error estimation are presented. A Monte Carlo simulation study is conducted to evaluate the properties of our methodology in a controlled environment. We further provide an empirical application where the district-level prevalence of multiple sclerosis in Germany is estimated using health insurance records.

Suggested Citation

  • Joscha Krause & Jan Pablo Burgard & Domingo Morales, 2022. "$$\ell _2$$ ℓ 2 -penalized approximate likelihood inference in logit mixed models for regional prevalence estimation under covariate rank-deficiency," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(4), pages 459-489, May.
    • Handle: RePEc:spr:metrik:v:85:y:2022:i:4:d:10.1007_s00184-021-00837-y
    DOI: 10.1007/s00184-021-00837-y
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    References listed on IDEAS

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    1. Gonzalez-Manteiga, W. & Lombardia, M.J. & Molina, I. & Morales, D. & Santamaria, L., 2007. "Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2720-2733, February.
    2. M. Giovanna Ranalli & Giorgio E. Montanari & Cecilia Vicarelli, 2018. "Estimation of small area counts with the benchmarking property," METRON, Springer;Sapienza Università di Roma, vol. 76(3), pages 349-378, December.
    3. Isabel Molina & Ayoub Saei & M. José Lombardía, 2007. "Small area estimates of labour force participation under a multinomial logit mixed model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(4), pages 975-1000, October.
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    5. Miguel Boubeta & María José Lombardía & Domingo Morales, 2016. "Empirical best prediction under area-level Poisson mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(3), pages 548-569, September.
    6. Boubeta, Miguel & Lombardía, María José & Morales, Domingo, 2017. "Poisson mixed models for studying the poverty in small areas," Computational Statistics & Data Analysis, Elsevier, vol. 107(C), pages 32-47.
    7. Esther López-Vizcaíno & María José Lombardía & Domingo Morales, 2015. "Small area estimation of labour force indicators under a multinomial model with correlated time and area effects," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 535-565, June.
    8. Tomáš Hobza & Domingo Morales & Laureano Santamaría, 2018. "Small area estimation of poverty proportions under unit-level temporal binomial-logit mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 270-294, June.
    9. Adam Branscum & Timothy Hanson & Ian Gardner, 2008. "Bayesian non-parametric models for regional prevalence estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(5), pages 567-582.
    10. Ray Chambers & Nicola Salvati & Nikos Tzavidis, 2016. "Semiparametric small area estimation for binary outcomes with application to unemployment estimation for local authorities in the UK," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(2), pages 453-479, February.
    11. Jiming Jiang & P. Lahiri, 2001. "Empirical Best Prediction for Small Area Inference with Binary Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 217-243, June.
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